Had this problem for 2 years,and been told that it is almost impossible to trace!!!
Battery drains suddenly overnight.First garage diagnosed hands- free kit,so i removed this from car.
Problem was still there,so i went to a specialist auto electrical diagnostic centre,who kept the car for 2 days then informed me that the cd/radio unit(original Ford 6006 multi-changer)was at fault.I replaced this with a JVC unit and-yes,you've guessed it!,battery drained again overnight.
After running the car with the CD unit disconnected for over 12 months with no problems,i did some research online which gave me the idea that it could simply be the fuse at fault,so i replaced the 15 amp fuse and all was well for about 3 months until the gremlins struck again.I have now removed the fuse,but the lack of music is driving me mad.By the way,ihave bought 2 batteries over this time,the better one being a Bosch heavy duty item which has been checked,and found to be perfect.
I wonder if anyone has any ideas,or perhaps experienced the same problem?

most stereos require the black wire the negative and the red live wire to be swapped over into each others pins or on others its the red and yellow wire that needs swapoed otherwise the stereo is on all the time easy way to check with the engine off can you switch the stereo on you shouldnt be able to with an aftermarket stereo you need the key in the ignition to position 2 first

Thanks for some good suggestions here.Yes,the unit will switch on and play without the ignition key being in.This has always been so,but i have often wondered whether it should really be like this.Maybe this is the answer.

The standard way is a ford radio will play for one hour while on battery alone then drop to memory saver mode (for security code and clock).
It may well be that the battery and ignition feed wires need swapping so the radio drops to minimum power when all turned off.

as stoney said a non ford stereo does not link to the battery saver function and the stereo should be switched ignition feed so the key must be in and turned to position 1 or 2 to get power if it has constant power the wires are wrong most common is red and yellow need swapped